用隐空间后验推断,高效寻找满足约束的最优解。
Posterior Inference in Latent Space for Scalable Constrained Black-box Optimization
- 将约束优化转为隐空间的后验推断问题
- 结合流模型与扩散模型,提升可行解搜索效率
- 适合高维复杂约束场景,实测性能领先
在众多科学与工程问题中,高维黑箱函数在黑箱约束下的优化是一项普遍任务。由于可行区域难以发现,此类问题通常比无约束问题更困难。本文将约束黑箱优化重新建模为后验推断,并在生成模型的隐空间中执行该推断。方法迭代进行两阶段:首先训练基于流的模型以捕捉数据分布,同时构建代理模型预测目标值与约束违反情况;其次,将候选选择问题转化为后验推断,以有效搜寻高目标值且不违反约束的候选解。具体而言,利用外部扩散模型来近似流模型隐空间中的后验采样,从而避免模式崩溃问题。我们在合成数据和真实世界任务上均验证了该方法的优越性能。代码已公开于 https://github.com/umkiyoung/CiBO。
原文摘要 · Abstract (English)
Optimizing high-dimensional black-box functions under black-box constraints is a pervasive task in a wide range of scientific and engineering problems. These problems are typically harder than unconstrained problems due to hard-to-find feasible regions. In this work, we reformulate constrained black-box optimization as posterior inference, and perform this inference in the latent space of generative models. Our method iterates through two stages. First, we train flow-based models to capture the data distribution and surrogate models that predict both function values and constraint violations. Second, we cast the candidate selection problem as a posterior inference problem to effectively search for promising candidates that have high objective values while not violating the constraints. Concretely, we utilize outsourced diffusion models to amortize the sampling from the posterior distribution in the latent space of flow-based models, which can bypass the issue of mode collapse. We empirically demonstrate that our method achieves superior performance across synthetic and real-world tasks. Our code is available \href{https://github.com/umkiyoung/CiBO}{here}.
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